Télécharger le livre :  Inspired by Finance

The present volume is dedicated to Marek Musiela, an eminent scholar and practitioner who is perhaps best-known for his important contributions to problems of derivative pricing, theory of term structure of interest rates, theory of defaultable securities and other...
Editeur : Springer
Parution : 2013-10-23

Format(s) : ePub
94,94

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Télécharger le livre :  Martingale Methods in Financial Modelling

In the 2nd edition some sections of Part I are omitted for better readability, and a brand new chapter is devoted to volatility risk. As a consequence, hedging of plain-vanilla options and valuation of exotic options are no longer limited to the Black-Scholes framework...
Editeur : Springer
Parution : 2006-01-20
Collection : Stochastic Modelling and Applied Probability
Format(s) : PDF
116,04

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